Over 70% of the volume on U.S. Stock Exchanges is estimated to be traded using electronic trading systems. Latency on connections between trading computers and exchange computers are currently measured in microseconds, and using the fastest possible computer systems co-located in the exchange data center is a way to reduce latency. Lower latency results in better fills and better positioning in the order book, as well as improved profits from strict arbitrage systems, where the trading system response time in relation to price changes between exchanges is often the difference between making money and losing money.
Thus, there is a need in the trading field to create a new system and method for programming a trading system. This invention provides such a new system and method.